Pages that link to "Item:Q1868960"
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The following pages link to A new test for normality in linear autoregressive models (Q1868960):
Displaying 8 items.
- Testing normality in econometric models (Q374745) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Using OLS to test for normality (Q712551) (← links)
- Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
- New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (Q3203886) (← links)
- Testing normality in autoregressive models (Q3687497) (← links)